Well, I'm not sure if there's a CAST or CONVERT statement that would work for you, but what you could do is something like,

DECLARE @InputDate VARCHAR(8)

SET @InputDate = '081709'

DECLARE @InputYear VARCHAR(4)

DECLARE @InputMonth VARCHAR(2)

DECLARE @InputDay VARCHAR(2)

SET @InputYear = '20' + SUBSTRING(@InputDate, 5, 2)

SET @InputMonth = LEFT(@InputDate, 2)

SET @InputDay = SUBSTRING(@InputDate, 3, 2)

DECLARE @OutputDate SMALLDATETIME

SET @OutputDate = CAST(@InputYear + @InputMonth + @InputDay AS SMALLDATETIME)

PRINT @OutputDate

Course, that's reliant upon this being in the year 2000. If your dates can fall between any number of centuries, then you'll need to use some logic to change the '20' part.